Document Type
Discussion Paper
Publication Date
9-1-1980
CFDP Number
561
CFDP Pages
8
Abstract
Formulae that are given in the literature for the characteristic function of the F distribution are incorrect and imply that the distribution has finite moments of all orders. Correct formulae are derived and the asymptotic behavior of the characteristic function in the neighborhood of the origin is characterized.
Recommended Citation
Phillips, Peter C.B., "Distribution" (1980). Cowles Foundation Discussion Papers. 797.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/797